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1.

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1. Point Process Theory and Applications : Marked Point and Piecewise Deterministic Processes
by Martin Jacobsen
出版情報: Boston, MA : Birkhäuser Boston, 2006
シリーズ名: Probability and its Applications ;
オンライン: http://dx.doi.org/10.1007/0-8176-4463-6
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2. Lagrangian Probability Distributions
by Prem C. Consul, Felix Famoye
出版情報: Boston, MA : Birkhäuser Boston, 2006
オンライン: http://dx.doi.org/10.1007/0-8176-4477-6
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3.

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3. Non-Life Insurance Pricing with Generalized Linear Models
by Esbjörn Ohlsson, Björn Johansson
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
シリーズ名: EAA Lecture Notes ;
オンライン: http://dx.doi.org/10.1007/978-3-642-10791-7
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4.

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4. Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory. 1
by Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko
出版情報: New York, NY : Springer-Verlag New York, 2010
シリーズ名: Problem Books in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-0-387-87862-1
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5.

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5. Numerical Solution of Stochastic Differential Equations with Jumps in Finance
by Eckhard Platen, Nicola Bruti-Liberati
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
シリーズ名: Stochastic Modelling and Applied Probability ; 64
オンライン: http://dx.doi.org/10.1007/978-3-642-13694-8
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6. Mathematical and Statistical Methods for Actuarial Sciences and Finance
edited by Marco Corazza, Claudio Pizzi
出版情報: Milano : Springer-Verlag Milan, 2010
オンライン: http://dx.doi.org/10.1007/978-88-470-1481-7
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7.

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7. Probability and Statistical Models : Foundations for Problems in Reliability and Financial Mathematics. First
by Arjun K. Gupta, Wei-Bin Zeng, Yanhong Wu
出版情報: Boston : Springer Science+Business Media, LLC, 2011
オンライン: http://dx.doi.org/10.1007/978-0-8176-4987-6
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8.

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8. Introduction to Insurance Mathematics : Technical and Financial Features of Risk Transfers
by Annamaria Olivieri, Ermanno Pitacco
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
オンライン: http://dx.doi.org/10.1007/978-3-642-16029-5
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9.

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9. Advanced Mathematical Methods for Finance
edited by Giulia Di Nunno, Bernt Øksendal
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
オンライン: http://dx.doi.org/10.1007/978-3-642-18412-3
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10. An Introduction to Heavy-Tailed and Subexponential Distributions. 1
by Sergey Foss, Dmitry Korshunov, Stan Zachary
出版情報: New York, NY : Springer Science+Business Media, LLC, 2011
シリーズ名: Springer Series in Operations Research and Financial Engineering ; 38
オンライン: http://dx.doi.org/10.1007/978-1-4419-9473-8
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11.

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11. Contemporary Quantitative Finance : Essays in Honour of Eckhard Platen
edited by Carl Chiarella, Alexander Novikov
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010
オンライン: http://dx.doi.org/10.1007/978-3-642-03479-4
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12.

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12. Stochastic Calculus for Fractional Brownian Motion and Applications
by Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang
出版情報: London : Springer-Verlag London Limited, 2008
シリーズ名: Probability and Its Applications ;
オンライン: http://dx.doi.org/10.1007/978-1-84628-797-8
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13.

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13. Applied Quantitative Finance. 2
edited by Wolfgang K. Härdle, Nikolaus Hautsch, Ludger Overbeck
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008
オンライン: http://dx.doi.org/10.1007/978-3-540-69179-2
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14. Progress in Industrial Mathematics at ECMI 2006
edited by Luis L. Bonilla, Miguel Moscoso, Gloria Platero, Jose M. Vega
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
シリーズ名: Mathematics in Industry, The European Consortium for Mathematics in Industry ; 12
オンライン: http://dx.doi.org/10.1007/978-3-540-71992-2
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15. Optimal Stopping Rules. Third Edition
by Albert N. Shiryaev ; edited by B. Rozovskii, G. Grimmett
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
シリーズ名: Stochastic Modelling and Applied Probability ; 8
オンライン: http://dx.doi.org/10.1007/978-3-540-74011-7
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16. Retrial Queueing Systems : A Computational Approach
by Jesús R. Artalejo, Antonio Gómez-Corral
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
オンライン: http://dx.doi.org/10.1007/978-3-540-78725-9
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17. Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide
by Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-04454-0
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18.

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18. Stochastic Models in Life Insurance
by Michael Koller
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-3-642-28439-7
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19. Discretization of Processes
by Jean Jacod, Philip Protter
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2012
シリーズ名: Stochastic Modelling and Applied Probability ; 67
オンライン: http://dx.doi.org/10.1007/978-3-642-24127-7
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20.

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20. Risk and Portfolio Analysis : Principles and Methods
by Henrik Hult, Filip Lindskog, Ola Hammarlid, Carl Johan Rehn
出版情報: New York, NY : Springer New York : Imprint: Springer, 2012
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-4103-8
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21.

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21. Mathematical Statistics for Economics and Business. 2nd ed. 2013
by Ron C. Mittelhammer
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
オンライン: http://dx.doi.org/10.1007/978-1-4614-5022-1
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目次情報: 続きを見る
Elements of Probability Theory
Random Variables, Densities, and Cumulative Distribution Functions
Expectations and Moments of Random Variables
Parametric Families of Density Functions
Basic Asymptotics
Sampling, Sample Moments, Sampling Distributions, and Simulation
Point Estimation Theory
Point Estimation Methods
Hypothesis Testing Theory
Hypothesis Testing Methods and Confidence Regions
Appendix
Elements of Probability Theory
Random Variables, Densities, and Cumulative Distribution Functions
Expectations and Moments of Random Variables
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22. Advances in Superprocesses and Nonlinear PDEs
edited by Janos Englander, Brian Rider
出版情報: Boston, MA : Springer US : Imprint: Springer, 2013
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 38
オンライン: http://dx.doi.org/10.1007/978-1-4614-6240-8
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目次情報: 続きを見る
 Markov processes and their applications to partial differential equations Kuznetsov's contributions
Stochastic equations on projective systems of groups
Modeling competition between two influenza strains
Asymptotic Results for Near Critical Bienaym\'e-Galton-Watson and Catalyst-Reactant Branching Processes
Some path large deviation results for a branching diffusion
Longtime Behavior for Mutually Catalytic Branching
Super-Brownian motion: Lp-convergence of martingales through the pathwise spine decomposition
 Markov processes and their applications to partial differential equations Kuznetsov's contributions
Stochastic equations on projective systems of groups
Modeling competition between two influenza strains
23.

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23. An Introduction to Heavy-Tailed and Subexponential Distributions. 2nd ed. 2013
by Sergey Foss, Dmitry Korshunov, Stan Zachary
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-7101-1
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目次情報: 続きを見る
Preface
Introduction
Heavy- and long-tailed distributions
Subexponential distributions
Densities and local probabilities
Maximum of random walks
References
Index
Preface
Introduction
Heavy- and long-tailed distributions
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24. Financial Modeling, Actuarial Valuation and Solvency in Insurance
by Mario V. Wüthrich, Michael Merz
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-31392-9
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目次情報: 続きを見る
1.Introduction
Part I: Financial Valuation Principles
2.State price deflators and stochastic discounting
3.spot rate models
4.Stochastic forward rate and yield curve modeling
5.Pricing of financial assets
Part II: Actuarial Valuation and Solvency
6.Actuarial and financial modeling
7.Valuation portfolio
8.Protected valuation portfolio
9.Solvency
10.Selected topics and examples
Part III: Appendix
11.Auxiliary considerations
References
Index
1.Introduction
Part I: Financial Valuation Principles
2.State price deflators and stochastic discounting
25.

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25. Discrete Time Series, Processes, and Applications in Finance
by Gilles Zumbach
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-31742-2
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目次情報: 続きを見る
Preface
List of Figures.-List of Tables
1. Introduction
2.Notation, naming and general definitions
3.Stylized facts
4.Empirical mug shots
5.Process Overview
6.Logarithmic versus relative random walks
7.ARCH processes
8.Stochastic volatility processes
9.Regime switching process
10.Price and volatility using high-frequency data
11.Time reversal asymmetry
12.Characterizing heteroskedasticity
13.The innovation distributions
14.Leverage effect
15.Processes and market risk evaluation
16.Option pricing
17.Properties of large covariance matrices
18.Multivariate ARCH processes
19.The processes compatible with the stylized facts
20.Further thoughts.-Bibliography
Index
Preface
List of Figures.-List of Tables
1. Introduction
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26. Mathematical Risk Analysis : Dependence, Risk Bounds, Optimal Allocations and Portfolios
by Ludger Rüschendorf
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-3-642-33590-7
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目次情報: 続きを見る
Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
4 Bounds for the Distribution Function and Value at Risk of the Joint Portfolio
5 Restrictions on the Dependence Structure
6 Dependence Orderings of Risk Vectors and Portfolios
Part II: Risk Measures and Worst Case Portfolios
7 Risk Measures for Real Risks
8 Risk Measures for Portfolio Vectors
9 Law Invariant Convex Risk Measures on L_d^p and Optimal Mass Transportation
Part III: Optimal Risk Allocation
10 Optimal Allocations and Pareto Equilibrium
11 Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals
12 Optimal Contingent Claims and (Re)Insurance Contracts
Part IV: Optimal Portfolios and Extreme Risks
13 Optimal Portfolio Diversification w.r.t. Extreme Risks
14 Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses
References
List of Symbols
Index
Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
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27. Mathematical Finance: Theory Review and Exercises : From Binomial Model to Risk Measures
by Emanuela Rosazza Gianin, Carlo Sgarra
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2013
シリーズ名: UNITEXT ; 70
オンライン: http://dx.doi.org/10.1007/978-3-319-01357-2
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目次情報: 続きを見る
1 Short review of Probability and of Stochastic Processes
2 Portfolio Optimization in Discrete time Models
3 Binomial Model for Option Pricing
4 Absence of arbitrage and Completeness of market models
5 Itô’s Formula and Stochastic Differential Equations
6 Partial Differential Equations in Finance
7 Black-Scholes model for Option Pricing and Hedging Strategies
8 American Options
9 Exotic Options
10 Interest Rate Models
11 Pricing Models beyond Black-Scholes
12 Risk Measures: Value at Risk and beyond
1 Short review of Probability and of Stochastic Processes
2 Portfolio Optimization in Discrete time Models
3 Binomial Model for Option Pricing
28.

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28. Affine Diffusions and Related Processes: Simulation, Theory and Applications
by Aurélien Alfonsi
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics ; 6
オンライン: http://dx.doi.org/10.1007/978-3-319-05221-2
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目次情報: 続きを見る
1 Real valued affine diffusions
2 An introduction to simulation schemes for SDEs
3 Simulation of the CIR process
4 The Heston model and multidimensional affine diffusions
5 Wishart processes and affine diffusions on positive semidefinite matrices
6 Processes of Wright-Fisher type
7 Appendix A Some results on matrices
8 Appendix B Simulation of a gamma random variable
1 Real valued affine diffusions
2 An introduction to simulation schemes for SDEs
3 Simulation of the CIR process
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29. Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014. 1st ed. 2015
edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 135
オンライン: http://dx.doi.org/10.1007/978-3-319-18239-1
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目次情報: 続きを見る
Modeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market
Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker
Reverse mortgage schemes financing urban dynamics using the multiple decrement approach
Speedup of Calibration and Pricing with SABR models: from equities to interest rates derivatives
Bergman, Piterbarg and Beyond: Pricing Derivatives under Collateralization and Differential Rates
Modeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market
Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker
Reverse mortgage schemes financing urban dynamics using the multiple decrement approach
30.

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30. Introduction to Insurance Mathematics : Technical and Financial Features of Risk Transfers. 2nd ed. 2015
by Annamaria Olivieri, Ermanno Pitacco
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-3-319-21377-4
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目次情報: 続きを見る
1 Risks and Insurance
2 Managing a Portfolio of Risks
Life Insurance: Modeling the Lifetime
4 Life Insurance: Pricing
5 Life Insurance: Reserving
6 Reserves and Profits in a Life Insurance Portfolio
7 Finance in Life Insurance: Linking Benefits to the Investment Performance
8 Pension Plans: Technical and Financial Perspectives
9 Non-life Insurance: Pricing and Reserving
Index
1 Risks and Insurance
2 Managing a Portfolio of Risks
Life Insurance: Modeling the Lifetime
31.

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31. Interest Rate Models — Theory and Practice : With Smile, Inflation and Credit. Second Edition
by Damiano Brigo, Fabio Mercurio
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/3-540-34604-X
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32.

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32. Visualization and Processing of Tensor Fields
edited by Joachim Weickert, Hans Hagen
出版情報: Berlin Heidelberg : Springer-Verlag GmbH., 2006
シリーズ名: Mathematics and Visualization ;
オンライン: http://dx.doi.org/10.1007/3-540-31272-2
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33.

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33. A Benchmark Approach to Quantitative Finance
by Eckhard Platen, David Heath
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-47856-0
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34.

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34. Extreme Financial Risks : From Dependence to Risk Management
by Yannick Malevergne, Didier Sornette
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
オンライン: http://dx.doi.org/10.1007/b138841
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35. Progress in Industrial Mathematics at ECMI 2004
edited by A. Bucchianico, R.M.M. Mattheij, M.A. Peletier
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Mathematics in Industry, The European Consortium for Mathematics in Industry ; 8
オンライン: http://dx.doi.org/10.1007/3-540-28073-1
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36.

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36. Mathématiques de base pour économistes
by Yadolah Dodge
出版情報: Paris : Springer Paris, 2007
オンライン: http://dx.doi.org/10.1007/978-2-287-74941-4
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37.

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37. Financial Modeling Under Non-Gaussian Distributions
by Eric Jondeau, Ser-Huang Poon, Michael Rockinger
出版情報: London : Springer-Verlag London Limited, 2007
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-1-84628-696-4
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38.

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38. Entropy, Search, Complexity
edited by Imre Csiszár, Gyula O. H. Katona, Gábor Tardos, Gábor Wiener
出版情報: Berlin, Heidelberg : János Bolyai Mathematical Society and Springer-Verlag, 2007
シリーズ名: Bolyai Society Mathematical Studies ; 16
オンライン: http://dx.doi.org/10.1007/978-3-540-32777-6
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39.

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39. Statistical Analysis of Extreme Values : with Applications to Insurance, Finance, Hydrology and Other Fields. Third Edition
by Rolf-Dieter Reiss, Michael Thomas
出版情報: Basel : Birkhäuser Verlag AG, 2007
オンライン: http://dx.doi.org/10.1007/978-3-7643-7399-3
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40.

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40. Cluster Analysis for Data Mining and System Identification
by János Abonyi, Balázs Feil
出版情報: Basel : Birkhäuser Verlag AG, 2007
オンライン: http://dx.doi.org/10.1007/978-3-7643-7988-9
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41. Decision Systems and Nonstochastic Randomness. 1
by V. I. Ivanenko
出版情報: New York, NY : Springer Science+Business Media, LLC, 2010
オンライン: http://dx.doi.org/10.1007/978-1-4419-5548-7
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42. Progress in Industrial Mathematics at ECMI 2008
edited by Alistair D. Fitt, John Norbury, Hilary Ockendon, Eddie Wilson
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
シリーズ名: Mathematics in Industry ; 15
オンライン: http://dx.doi.org/10.1007/978-3-642-12110-4
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